根据 R 中列的条件提取数据框中的行

Question

Suppose I have a data frame like this:

port_id           report_dt       market_val
--------          ---------
100               1200            300
100               1200            500
100               1200            270

100               1300            320
100               1300            490
100               1300            310

101               1200            440
101               1200            320

102               1300            420
102               1300            425

Each row is a stock in the portfolio specified by port_id for each reporting date. One port_id can be reported once or more than once For example: port_id = 100 are reported twice, the first three rows are 3 stocks in port_id = 100 for the date 1200. And the next three rows are 3 stocks in port_id = 100, too; but for the date 1300. However port_id = 102 and 103 are reported only once.

I want to keep all MOST RECENTLY REPORTED stocks for each port_id, which should look like:

port_id           report_dt       market_val
--------          ---------
100               1300            320
100               1300            490
100               1300            310

101               1200            440
101               1200            320

102               1300            420
102               1300            425

Please tell me how can I do that. Thanks

Answer 1

Here's an approach:

df[df$report_dt == max(df$report_dt), ]
#  port_id report_dt market_val
#4     100      1300        320
#5     100      1300        490
#6     100      1300       3100

Update From your updated edit. Here's a way:

splt <- lapply(split(df, df$port_id), function(x) x[x$report_dt == max(x$report_dt),])
newdf <- do.call(rbind, splt)
rownames(newdf) <- NULL
newdf
#   port_id report_dt market_val
# 1     100      1300        320
# 2     100      1300        490
# 3     100      1300       3100
# 4     101      1200        440
# 5     101      1200        320
# 6     102      1300        420
# 7     120      1300        425

Note: I hate that I had to split, apply, combine so literally. But the SAC functions weren't working for me. I'd love to optimize if anyone has ideas.

Answer 2

Here is my dplyr approach.

library(dplyr)
filter(df, port_id == 100, report_dt == 1300)
  port_id report_dt market_val
1     100      1300        320
2     100      1300        490
3     100      1300       3100